ECBOT 10 Year T-Note Future March 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 120-080 120-175 0-095 0.2% 119-005
High 120-185 120-230 0-045 0.1% 120-115
Low 119-255 119-305 0-050 0.1% 119-000
Close 120-140 120-020 -0-120 -0.3% 120-055
Range 0-250 0-245 -0-005 -2.0% 1-115
ATR 0-232 0-233 0-001 0.4% 0-000
Volume 222,314 92,213 -130,101 -58.5% 4,647,726
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 122-173 122-022 120-155
R3 121-248 121-097 120-087
R2 121-003 121-003 120-065
R1 120-172 120-172 120-042 120-125
PP 120-078 120-078 120-078 120-055
S1 119-247 119-247 119-318 119-200
S2 119-153 119-153 119-295
S3 118-228 119-002 119-273
S4 117-303 118-077 119-205
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 123-295 123-130 120-294
R3 122-180 122-015 120-175
R2 121-065 121-065 120-135
R1 120-220 120-220 120-095 120-302
PP 119-270 119-270 119-270 119-311
S1 119-105 119-105 120-015 119-188
S2 118-155 118-155 119-295
S3 117-040 117-310 119-255
S4 115-245 116-195 119-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-230 119-250 0-300 0.8% 0-187 0.5% 30% True False 734,159
10 120-230 118-110 2-120 2.0% 0-206 0.5% 72% True False 875,080
20 120-230 117-220 3-010 2.5% 0-231 0.6% 78% True False 1,024,190
40 121-155 117-220 3-255 3.2% 0-250 0.7% 63% False False 1,058,514
60 123-120 117-220 5-220 4.7% 0-282 0.7% 42% False False 970,582
80 127-020 117-220 9-120 7.8% 0-289 0.8% 25% False False 810,684
100 127-080 117-220 9-180 8.0% 0-270 0.7% 25% False False 649,164
120 127-080 117-220 9-180 8.0% 0-248 0.6% 25% False False 540,993
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 123-311
2.618 122-231
1.618 121-306
1.000 121-155
0.618 121-061
HIGH 120-230
0.618 120-136
0.500 120-108
0.382 120-079
LOW 119-305
0.618 119-154
1.000 119-060
1.618 118-229
2.618 117-304
4.250 116-224
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 120-108 120-082
PP 120-078 120-062
S1 120-049 120-041

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These figures are updated between 7pm and 10pm EST after a trading day.

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